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Sørensen, Michael
4
Barndorff-Nielsen, Ole E.
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Tanggaard, Carsten
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Bladt, Mogens
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Brunetti, Celso
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Tzotchev, Dobromir
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,138
International Monetary Fund (IMF)
404
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
155
OECD
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Ekonomiska forskningsinstitutet <Stockholm>
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Center for Economic Research <Tilburg>
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IGI Global
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European Association of Agricultural Economists - EAAE
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Institute of Finance and Accounting <London>
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London School of Economics and Political Science
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Centre for Microdata Methods and Practice <London>
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Organisation for Economic Co-operation and Development
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European Central Bank
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Springer International Publishing
14
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Econometric analysis of realised covariation : high frequency covariance, regression and
correlation
in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
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2
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
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3
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
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4
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
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5
Estimation for discretely observed diffusions using transform functions
Kelly, Leah
(
contributor
);
Platen, Eckhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763246
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6
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
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7
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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8
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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9
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724268
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10
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
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